Exercises (Joonas Turunen) on Thursdays, 12-14 o'clock, Exactum D122 (1st and 2nd exercise session on Sep 14 and 21) and Physicum D210 (after that). [Notice that the timetable of exercises can be found by following the link "Ryhmä 1" on this page]

The midterm exam is Mon Oct 30 14:30-17:30.

The final exam is Thu Dec 21 9:00-12:00.

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The course starts on September 5th and the exercises on the second week of the course.

In Fall 2017, the themes of the course touch the following topics (not necessary in this order)

You can also check the Description panel on this page. Please remember to enrol! Notice that the information in Description panel is "permanent" and comes from Oodi. The information on the Fall 2017 course is described in the other panels. For instance, the conduct and the evaluation of the Fall 2017 course is under the "Conduct of the course" panel.

Antti Kemppainen

If you cannot attend the exam, please contact the lecturer (Antti). Those who indicated that they cannot attend at the above given time have been sent an email.

Antti Kemppainen

Julkaistu, 12.10.2017 klo 10:10

A reminder: Please fill in the questionnaire on the midterm exam. Notice that the question is about which times are NOT suitable for you. (You can correct your answer, if needed, by filling in the questionnaire again.)

The date will be fixed today Thu Oct 12 around 15:30.

Antti Kemppainen

Julkaistu, 10.10.2017 klo 16:10

The midterm exam will be during the weeks Oct 23-27 or Oct 30-Nov 3. To choose a time slot that is suitable for most, a questionnaire has been posted to the Materials panel. If you want to influence the time, please fill in the questionnaire. There is also the option that all times fine. (Please tick a box of a time slot not suitable for you ONLY if you are really occupied for a very good reason. E.g. the lecture of another course is a bordeline case.)

The second purpose is that we use the number of "registered" participants when we estimate how many papers are printed.

For some information on the evaluation, check the "Conduct of the course" panel as well as the slides from the 1st exam. More information will be posted.

Antti Kemppainen

Julkaistu, 1.10.2017 klo 9:48

The problem sheet was posted (on Friday) as well as the computer exercises (on Saturday)---both for the Oct 5 exercise session. There was some mistakes in the Thu 28 version of lecture notes which were correted, so use an updated version when you are making the exercises.

Antti Kemppainen

Julkaistu, 28.9.2017 klo 12:35

Exercises are in Physicum D210. There was an unfortunate typo in Problem sheet 3.

Antti Kemppainen

Julkaistu, 8.9.2017 klo 11:03

The first problem sheet was posted yesterday. It is in the Tasks pane (of this course page) and you should login to see it.

Notice the exceptional location Exactum D122 which is valid at least for the first exercise session on Sep 14.

Problems are usually posted on Thursdays so that there is approximately one week for solving the problems. For more instrcution see Problem sheet 1.

Lecture notes (NOTE changes on Oct 4: theorem (etc.) numbering has been changed to better match the structure of the lecture notes. Sorry for inconvenience.):
* Foils of the first lecture - includes some information on the practical matters
* Chapter 1 - the entire chapter will be posted in parts during the first weeks of the lectures - please, check this section for updates
* Chapter 2 - the entire chapter will be posted in parts - please, check this section for updates
* Chapter 3 - some typed text will be posted in parts - please, check this section for updates

Selected bibliography: You can find some reference texts in this file. The main sources are under the title Stochastic processes, stochastic analysis and simulation. Many of these texts you can find online, for instance, as their author's own preprint copy or as ebook in the collections of the library of the University of Helsinki ( https://helka.finna.fi ). Measure theoretic probability -titles are for additional information (see lectures).

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Notice the material mentioned above is listed below. You need to LOGIN TO SEE THE FILES.

The course consists of lectures and exercises which are supported by lecture notes and possibly other named literature. The points from the exercises are bonus points towards the final grade. The required reading for the exams include the all topics covered in lectures, exercises as well as the specified literature (which is mostly the lecture notes and announced clearly before the exam).

You will learn to know the essential theories and methods of stochastics as well as stochastic models frequently encountered in applications.

You will understand how to treat mathematically random phenomena and related models.

If the implementation of the course emphasises more computational methods, you’ll learn to them also in practise in small tasks and/or a project work.

Ajoitus

Can be taken in the early or later stages of studies. This can even be the only stochastics course you study.

Lectured every second year.

Sisältö

The course covers essential (theoretical and/or computational) methods in stochastics and emphasises their applications to natural sciences (and possibly also to other fields, e.g. finance and insurance mathematics). Although the topics may vary between years, we aim to cover the essential parts of background in the probability theory and topics in stochastic processes (e.g. Markov chains, random walks, Brownian motion, Poisson process) and stochastic calculus (integration with respect to random processes, Ito’s formula etc.).

The course is aimed to be self-contained for those students that are more interested in the applications. The course can be complementary to the other courses in stochastics (for those students that have studied or plan to study more stochastics courses) in that it emphasises more the applications.

Oppimista tukevat aktiviteetit ja opetusmenetelmät

Weekly lectures and exercises. Other teaching activities will be announced at the beginning of the course.

Arviointimenetelmät ja -kriteerit

The course is graded based on the exam, exercises and the other compulsory course work announced at the beginning of the course.